PUBLICATIONS


PREPRINTS

  • Daniel Bartl, Stephan Eckstein: Optimal nonparametric estimation of the expected shortfall risk, preprint, arXiv:2405.00357.
  • Daniel Bartl, Ariel Neufeld, Kyunghyun Park: Numerical method for nonlinear Kolmogorov PDEs via sensitivity analysis, preprint, arXiv:2403.11910.
  • Daniel Bartl, Shahar Mendelson: A uniform Dvoretzky-Kiefer-Wolfowitz inequality, preprint, arXiv:2312.06442.
  • Daniel Bartl, Ariel Neufield, Kyunghyun Park: Sensitivity of robust optimization problems under drift and volatility uncertainty, preprint, arXiv:2311.11248.
  • Daniel Bartl, Shahar Mendelson: Empirical approximation of the gaussian distribution in $\mathbb{R}^d$, preprint, arXiv:2309.02013
  • Daniel Bartl, Shahar Mendelson: Structure preservation via the Wasserstein distance, preprint, arXiv:2209.07058
  • Daniel Bartl, Mathias Beiglböck, Gudmund Pammer: The Wasserstein space of stochastic processes, preprint, arXiv:2104.14245.
  • Benjamin A. Robinson, Michaela Szölgyenyi: Bicausal optimal transport for SDEs with irregular coefficients, preprint, arXiv:2403.09941.
  • Gudmund Pammer, Benjamin A. Robinson, Walter Schachermayer: A regularized Kellerer theorem in arbitrary dimension, preprint, arXiv:2201.13847.
  • Stefan Schrott, Daniel Toneian: On Strassen's Theorem for support functions, preprint, arXiv:2310.20402.
  • Mathias Beiglböck, Gudmund Pammer, Stefan Schrott, Xin Zhang: Representing General Stochastic Processes as Martingale Laws, preprint, arXiv:2310.20402.